+208.8%
PM vs VIAV
+401.3%
-192.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +2.6% |
| 7D | +1.9% | +11.2% | -9.3% | +0.9% |
| 30D | +1.9% | -2.6% | +4.5% | +1.7% |
| 3M | +4.6% | -20.1% | +24.7% | +5.6% |
| 6M | +11.7% | +25.8% | -14.2% | +5.3% |
| YTD | +20.4% | +109.9% | -89.5% | +4.6% |
| 1Y | +19.0% | +214.3% | -195.3% | -3.6% |
| 3Y | +130.4% | +281.6% | -151.3% | +75.4% |
| 5Y | +131.5% | +132.6% | -1.1% | +92.0% |
| All | +208.8% | +401.3% | -192.5% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling